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- [Instructor] In this chapter,

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you will explore numerical methods.

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These methods are great to use

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when traditional techniques to solve differential equations

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are inadequate.

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Let's begin by understanding what numerical methods are.

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So far, you have explored various techniques

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to solve differential equations,

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and these techniques focus on finding an exact solution.

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But what do you do if these techniques

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are extremely difficult or impossible to use?

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Instead of finding an exact solution,

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you can simply find an approximation

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utilizing numerical methods.

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Numerical methods are computational techniques

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utilized in mathematics to find approximate solutions.

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These methods are extremely helpful

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when you are unable to find a solution

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through traditional analytical techniques

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like the ones explored prior in this course.

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Numerical methods often heavily rely

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on calculators and computers to calculate their results.

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It is common to have software packages built

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for numerical methods

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in fields such as physics and engineering,

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where many key problems need to be solved

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with these approximations.

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I will not show you how to code with these techniques

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in this course,

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but I recommend exploring it more on your own.

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Numerical methods are great to use

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with more complex differential equations,

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especially when they are non-linear or have a high order.

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They can help solve both initial value problems

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and boundary value problems.

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They are also used in various practical applications

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like the ones mentioned earlier,

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such as physics, engineering, and biology.

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The key thing to remember

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is that numerical methods are an approximation.

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This means the result you'll get will not be 100% accurate.

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There will always be some certain degree of error,

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including when solving the same problem

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using different devices

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such as a computer versus a calculator

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or two different computers.

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Much of the time these errors are small,

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but be careful since they can quickly increase

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depending on the complexity of the equation being solved

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and the technique being used.

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You'll also want to make sure

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you account for round off and truncation errors

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when calculating with these numerical methods.

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There are a few other considerations to keep in mind

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when working with numerical methods.

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First, note that these techniques

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tend to be computationally heavy,

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meaning that there's sometimes a trade-off

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between accuracy, step size, and computational cost.

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Some of these methods like Euler's method

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can become unstable,

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so you may need to use very small step sizes

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in order to manage the stability.

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There are many numerical approximation methods

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out there to explore.

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In this course, you'll focus on learning Euler's method,

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Improved Euler's method, Runge-Kutta method,

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stability and convergence,

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and various practical applications

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that will be explored in the last video of this chapter.

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Numerical methods can be extremely useful

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for finding approximate solutions

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for complex differential equations.

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The goal of this chapter

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is to help you understand these methods

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and how they operate,

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but note that you can expand upon using these methods

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with coding and various software packages.

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Let's begin by exploring Euler's Method.


